Well, since I didn't get any response, I went ahead and contacted Nokia tech support. I didn't do that at first as in general I hate contacting tech support for most companies. But the Nokia tech support was amazing, no wait time and instantly knew the answer. And the answer is, the CA-42, like the DKA-5 before it, has a serial to USB converter and is therefore considered a serial connection. (Which would lead me to wonder what would be considered a USB connection? I have no idea. All I know is, to get the CA-42 to work, you have to say it is a serial connection.) So you go into the Nokia Connection Manager, enable serial, click configure, and then pick it from the list of serial connections.